4 results on '"Lindstrom, Scott B."'
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2. REGULARIZING WITH BREGMAN{MOREAU ENVELOPES.
- Author
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BAUSCHKE, HEINZ H., DAO, MINH N., and LINDSTROM, SCOTT B.
- Subjects
CONVEX functions ,EUCLIDEAN distance ,MATHEMATICAL regularization ,DISCREPANCY theorem - Abstract
Moreau's seminal paper, introducing what is now called the Moreau envelope and the proximity operator (also known as the proximal mapping), appeared in 1962. The Moreau envelope of a given convex function provides a regularized version which has additional desirable properties such as differentiability and full domain. Forty years ago, Attouch proposed using the Moreau envelope for regularization. Since then, this branch of convex analysis has developed in many fruitful directions. In 1967, Bregman introduced what is nowadays known as the Bregman distance as a measure of discrepancy between two points, generalizing the square of the Euclidean distance. Proximity operators based on the Bregman distance have become a topic of significant research as they are useful in the algorithmic solution of optimization problems. More recently, in 2012, Kan and Song studied regularization aspects of the left Bregman-Moreau envelope even for nonconvex functions. In this paper, we complement previous works by analyzing the left and right Bregman-Moreau envelopes and by providing additional asymptotic results. Several examples are provided. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
3. Generalized Bregman envelopes and proximity operators
- Author
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Scott B. Lindstrom, Regina S. Burachik, Minh N. Dao, Burachik, Regina S, Dao, Minh N, and Lindstrom, Scott B
- Subjects
moreau envelope ,Pure mathematics ,Control and Optimization ,maximally monotone operator ,Context (language use) ,Monotonic function ,Management Science and Operations Research ,Bregman divergence ,Convexity ,90C25, 26A51, 26B25, 47H05, 47H09 ,proximity operator ,FOS: Mathematics ,generalized bregman distance ,Mathematics - Optimization and Control ,Mathematics ,convex function ,Applied Mathematics ,General family ,Functional Analysis (math.FA) ,Mathematics - Functional Analysis ,regularization ,representative function ,Optimization and Control (math.OC) ,Theory of computation ,fitzpatrick function ,Convex function - Abstract
Every maximally monotone operator can be associated with a family of convex functions, called the Fitzpatrick family or family of representative functions. Surprisingly, in 2017, Burachik and Martínez-Legaz showed that the well-known Bregman distance is a particular case of a general family of distances, each one induced by a specific maximally monotone operator and a specific choice of one of its representative functions. For the family of generalized Bregman distances, sufficient conditions for convexity, coercivity, and supercoercivity have recently been furnished. Motivated by these advances, we introduce in the present paper the generalized left and right envelopes and proximity operators, and we provide asymptotic results for parameters. Certain results extend readily from the more specific Bregman context, while others only extend for certain generalized cases. To illustrate, we construct examples from the Bregman generalizing case, together with the natural “extreme” cases that highlight the importance of which generalized Bregman distance is chosen Refereed/Peer-reviewed
- Published
- 2021
- Full Text
- View/download PDF
4. The generalized Bregman distance
- Author
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Regina S. Burachik, Minh N. Dao, Scott B. Lindstrom, Burachik, Regina S, Dao, Minh N, and Lindstrom, Scott B
- Subjects
0211 other engineering and technologies ,010103 numerical & computational mathematics ,02 engineering and technology ,Subderivative ,Bregman divergence ,01 natural sciences ,Regularization (mathematics) ,Theoretical Computer Science ,Representative function ,Combinatorics ,FOS: Mathematics ,0101 mathematics ,Fitzpatrick distance ,Mathematics - Optimization and Control ,Mathematics ,Fitzpatrick function ,convex function ,021103 operations research ,Bregman distance ,Functional Analysis (math.FA) ,Mathematics - Functional Analysis ,regularization ,Monotone polygon ,representative function ,Optimization and Control (math.OC) ,generalized Bregman distance ,Convex function ,Software - Abstract
Refereed/Peer-reviewed Recently, a new kind of distance has been introduced for the graphs of two point-to-set operators, one of which is maximally monotone. When both operators are the subdifferential of a proper lower semicontinuous convex function, this kind of distance specializes under modest assumptions to the classical Bregman distance. We name this new kind of distance the generalized Bregman distance, and we shed light on it with examples that utilize the other two most natural representative functions: the Fitzpatrick function and its conjugate. We provide sufficient conditions for convexity, coercivity, and supercoercivity: properties which are essential for implementation in proximal point type algorithms. We establish these results for both the left and right variants of this new kind of distance. We construct examples closely related to the Kullback--Leibler divergence, which was previously considered in the context of Bregman distances and whose importance in information theory is well known. In so doing, we demonstrate how to compute a difficult Fitzpatrick conjugate function, and we discover natural occurrences of the Lambert ${\mathcal W}$ function, whose importance in optimization is of growing interest.
- Published
- 2021
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